How to express this problem in CVX

Uncategorized
Mar 17, 2021
A

Question:
first question 矩阵
a,b,c,d are four different numbers,I don’t know how to express it in a constraint.

second question:
问题
Q is variable,h and g are row vectors,My expression ish*Q*h/(1+g*Q*g),The error shows “Disciplined convex programming error:
Cannot perform the operation: {real affine} ./ {real affine}“

I need your help. If it is convenient for you, please help me. I am looking forward to your reply.

M

If b is not necessarily equal to c, this is just an elementwise inequality, which can be entered as [a b;c d] >= 0` or perhaps a small positive number such as 1e-5 instead of zero. CVX treats all inequalities as non-strict.

If this is meant to be symmetric matrix and a semidefinite constraint, follow the guidance at Semidefinite programming mode — CVX Users' Guide . .

As for the 2nd question, you haven’t shown how the expression will be used. Look up linear-fractional at Convex Optimization – Boyd and Vandenberghe .

And the first thing to do is to read the entire CVX User’s Guide, as well as

A
Replying to #2

First of all, thank you for your reply. My second question is that the expression given is the objective function, and I want to get the minimum value of the expression. When I express it as’ H Q H /(1+ G Q G) ',The error shows “Disciplined convex programming error:Cannot perform the operation: {real affine} ./ {real affine}“,Q is semidefinite matrix,I don’t know what this formula is in terms of CVX

M

Did you read the links?